GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,587
COMMITMENTS
956 225 157 35,284 36,136 36,397 36,518 190 69
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,752)
191 -124 -11 -5,866 -5,563 -5,686 -5,698 -66 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.6 0.4 96.4 98.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 1 36 35 38 39
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,445
COMMITMENTS
250 120 75 23,030 23,130 23,355 23,325 90 120
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,824)
-250 0 0 -1,559 -1,804 -1,809 -1,804 -15 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.5 0.3 98.2 98.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 1 1 29 31 31 33
EUR 1% FUEL OIL NWE CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 7,185
COMMITMENTS
322 216 472 5,640 5,723 6,434 6,411 751 774
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -542)
-131 0 0 -274 -491 -405 -491 -137 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.0 6.6 78.5 79.7 89.5 89.2 10.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 23 21 24 23
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 11,037
COMMITMENTS
165 59 576 9,057 9,159 9,798 9,794 1,239 1,243
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,319)
-354 59 -41 -1,255 -1,505 -1,650 -1,487 331 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.5 5.2 82.1 83.0 88.8 88.7 11.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 4 36 40 40 44
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,137
COMMITMENTS
240 125 130 7,017 7,020 7,387 7,275 750 862
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,010)
9 125 -130 -957 -1,061 -1,078 -1,066 68 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.5 1.6 86.2 86.3 90.8 89.4 9.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 1 1 46 52 47 54
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,972
COMMITMENTS
690 0 0 1,720 2,606 2,410 2,606 562 366
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -424)
-90 0 0 -279 -422 -369 -422 -55 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 0.0 0.0 57.9 87.7 81.1 87.7 18.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 16 20 17 20
SING 180 380 FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,297
COMMITMENTS
0 0 0 1,400 1,437 1,400 1,437 897 860
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -426)
0 0 0 -481 -335 -481 -335 55 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 60.9 62.6 60.9 62.6 39.1 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 13 12 13
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 7,889
COMMITMENTS
0 0 0 7,829 7,829 7,829 7,829 60 60
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -546)
0 0 0 -496 -546 -496 -546 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 99.2 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 347,272
COMMITMENTS
48,276 15,186 62,562 192,160 236,858 302,998 314,606 44,274 32,666
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 4,695)
2,118 -2,223 2,007 -2,616 3,676 1,510 3,460 3,185 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 4.4 18.0 55.3 68.2 87.3 90.6 12.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
36 20 46 65 71 124 121
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 79,214
COMMITMENTS
1,271 4,737 22,760 49,218 47,238 73,249 74,734 5,965 4,480
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 2,413)
-213 -1,150 1,571 864 1,687 2,222 2,108 191 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.0 28.7 62.1 59.6 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 8 13 13 21 21
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 19,067
COMMITMENTS
500 0 525 17,479 17,622 18,504 18,147 563 920
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,350)
200 -90 -75 -5,275 -5,255 -5,150 -5,420 -200 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 2.8 91.7 92.4 97.0 95.2 3.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 0 4 40 45 46 49
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,725
COMMITMENTS
905 1,200 100 18,380 19,265 19,385 20,565 2,340 1,160
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,240)
85 1,200 -100 -1,175 -2,340 -1,190 -1,240 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.5 0.5 84.6 88.7 89.2 94.7 10.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 1 1 24 28 28 30
NYMEX HEATING OIL/RDAM GASOIL - NEW YORK MERCANTILE EXCHANGE Code-02265U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,274
COMMITMENTS
5,029 50 771 12,234 15,638 18,034 16,459 240 1,815
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -440)
-15 0 0 -425 -440 -440 -440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 0.3 4.2 66.9 85.6 98.7 90.1 1.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 12 16 16 18
GASOIL 0.1 BARGE FOB RDM V ICE - NEW YORK MERCANTILE EXCHANGE Code-022A26
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 METRIC TONS) OPEN INTEREST: 7,777
COMMITMENTS
0 0 0 7,159 7,511 7,159 7,511 618 266
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -334)
0 0 0 -295 -323 -295 -323 -39 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.1 96.6 92.1 96.6 7.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 13 14 13 14
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 942,669
COMMITMENTS
140,745 226,197 342,872 372,022 334,605 855,639 903,674 87,030 38,995
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,956)
-12,391 -1,571 16,912 7,093 -3,377 11,614 11,965 -7,658 -8,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 24.0 36.4 39.5 35.5 90.8 95.9 9.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
88 94 118 87 75 249 221
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,207
COMMITMENTS
760 120 2,601 73,636 73,426 76,997 76,147 4,210 5,060
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -4,227)
-1,077 -130 867 -3,334 -4,509 -3,544 -3,772 -683 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.1 3.2 90.7 90.4 94.8 93.8 5.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 26 27 29 30
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,556
COMMITMENTS
552 4,567 4,074 37,591 25,380 42,217 34,021 7,339 15,535
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,373)
-248 -7,334 2,157 -6,407 -1,411 -4,498 -6,588 -875 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.2 8.2 75.9 51.2 85.2 68.7 14.8 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 3 17 17 20 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,636
COMMITMENTS
3,615 0 892 64,332 63,658 68,839 64,550 6,797 11,086
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -7,687)
-1,745 0 -552 -4,734 -6,732 -7,031 -7,284 -656 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 1.2 85.1 84.2 91.0 85.3 9.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 3 26 27 30 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,742
COMMITMENTS
0 0 0 75,807 79,427 75,807 79,427 10,935 7,315
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,197)
0 0 0 -4,336 -3,995 -4,336 -3,995 -861 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.4 91.6 87.4 91.6 12.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 24 22 24 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,059
COMMITMENTS
5,226 1,096 4,903 65,125 73,211 75,254 79,210 7,805 3,849
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,051)
-590 -68 -405 -4,254 -3,546 -5,249 -4,019 198 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.3 5.9 78.4 88.1 90.6 95.4 9.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 3 4 25 26 29 31
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,723
COMMITMENTS
0 5,071 6,305 96,303 91,890 102,608 103,266 6,115 5,457
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -8,564)
0 -604 -995 -7,963 -6,572 -8,958 -8,171 394 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.7 5.8 88.6 84.5 94.4 95.0 5.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 3 19 28 22 31
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 34,700
COMMITMENTS
0 5,743 1,637 30,977 22,579 32,614 29,959 2,086 4,741
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,041)
0 -462 0 -1,706 -1,133 -1,706 -1,595 -335 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.6 4.7 89.3 65.1 94.0 86.3 6.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,564
COMMITMENTS
11,812 7,377 9,788 45,976 47,302 67,576 64,467 3,988 7,097
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,275)
8,987 -755 -463 -4,653 5,002 3,871 3,784 -596 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.3 13.7 64.2 66.1 94.4 90.1 5.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 3 15 18 18 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,434
COMMITMENTS
0 0 0 33,659 41,373 33,659 41,373 15,775 8,061
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,798)
-150 0 -310 -4,518 -2,770 -4,978 -3,080 2,180 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 68.1 83.7 68.1 83.7 31.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 18 20 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,242
COMMITMENTS
5,943 259 5,902 73,085 80,812 84,930 86,973 7,312 5,269
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -6,306)
-2,832 -83 -209 -3,502 -4,785 -6,543 -5,077 237 -1,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.3 6.4 79.2 87.6 92.1 94.3 7.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 5 26 31 31 36
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,863,218
COMMITMENTS
33,501 122,478 629,554 1195831 1107926 1858887 1859958 4,332 3,260
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 9,867)
26 -13,546 11,388 -1,266 12,384 10,148 10,226 -281 -359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 6.6 33.8 64.2 59.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
29 41 62 58 60 124 127
CENTERPOINT BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A39
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,860
COMMITMENTS
1,225 4,248 4,476 51,018 43,233 56,719 51,957 4,141 8,903
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -4,552)
480 846 -605 -4,009 -4,236 -4,134 -3,995 -418 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 7.0 7.4 83.8 71.0 93.2 85.4 6.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 12 15 14 17
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,333
COMMITMENTS
0 5,216 0 115,201 108,709 115,201 113,925 2,132 3,408
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -8,746)
-1,240 -1,116 0 -9,514 -7,316 -10,754 -8,432 2,008 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.0 98.2 92.6 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 18 17 18 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,214
COMMITMENTS
8,101 12,831 3,555 198,698 195,348 210,354 211,734 6,860 5,480
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -8,619)
-1,269 2,836 -1,760 -6,266 -9,944 -9,295 -8,868 676 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 5.9 1.6 91.5 89.9 96.8 97.5 3.2 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 5 40 36 46 41
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,195
COMMITMENTS
467 0 3,895 130,807 136,429 135,169 140,324 9,026 3,871
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -7,049)
-633 -2,030 1,274 -5,141 -6,332 -4,500 -7,088 -2,549 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 0.0 2.7 90.7 94.6 93.7 97.3 6.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 31 27 33 29
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 259,825
COMMITMENTS
14,818 726 12,626 214,306 231,516 241,750 244,868 18,075 14,957
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -7,988)
-1,574 -338 -550 -5,728 -5,510 -7,852 -6,398 -136 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.3 4.9 82.5 89.1 93.0 94.2 7.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
4 1 5 37 39 42 44
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,802
COMMITMENTS
1,062 1,485 951 73,948 74,439 75,961 76,875 6,841 5,927
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,827)
0 -119 -9 -5,468 -5,658 -5,477 -5,786 -350 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 1.8 1.1 89.3 89.9 91.7 92.8 8.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 19 17 22 19
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,822,772
COMMITMENTS
663,764 101,632 816,856 1312056 1891576 2792676 2810064 30,096 12,708
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -143,689)
52,875 -23,068 -80,707 -120,482 -42,581 -148,314 -146,356 4,625 2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 3.6 28.9 46.5 67.0 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
41 22 54 99 97 162 152
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,041,936
COMMITMENTS
144,553 61,005 265,833 629,058 714,000 1039444 1040838 2,492 1,098
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -131,526)
-58,814 12,193 -27,588 -12,550 -106,333 -98,952 -121,728 -32,574 -9,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 5.9 25.5 60.4 68.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 18 35 43 43 85 86
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 122,865
COMMITMENTS
2,307 3,066 2,667 117,039 116,822 122,012 122,555 853 310
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -14,691)
-291 -808 -4,805 -9,928 -9,333 -15,024 -14,947 333 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.5 2.2 95.3 95.1 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 6 37 34 43 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,579
COMMITMENTS
0 80 0 8,196 8,393 8,196 8,473 383 106
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,321)
0 80 0 1,344 1,264 1,344 1,344 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.0 95.5 97.8 95.5 98.8 4.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 12 16 12 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 30,416
COMMITMENTS
2,898 9 166 25,974 29,067 29,038 29,242 1,378 1,174
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,679)
134 -3 -300 -2,567 -2,554 -2,733 -2,857 54 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.5 85.4 95.6 95.5 96.1 4.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 20 24 22
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,867
COMMITMENTS
100 580 600 28,596 30,025 29,296 31,205 2,571 662
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -751)
20 -20 -10 -1,051 -777 -1,041 -807 290 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.8 1.9 89.7 94.2 91.9 97.9 8.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 24 21 26 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,475
COMMITMENTS
0 0 0 23,993 23,795 23,993 23,795 482 680
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,230)
0 0 0 -1,222 -1,142 -1,222 -1,142 -8 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.0 97.2 98.0 97.2 2.0 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 14 17 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,404
COMMITMENTS
820 0 0 11,060 12,498 11,880 12,498 1,524 906
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -292)
-20 -16 -32 -210 -248 -262 -296 -30 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 0.0 82.5 93.2 88.6 93.2 11.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 18 18 19 18
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 31,987
COMMITMENTS
1 0 0 30,915 31,573 30,917 31,573 1,071 414
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 741)
0 0 0 917 751 917 751 -176 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.6 98.7 96.7 98.7 3.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 21 19 22 19
CINERGY OFF PEAK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A02
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MWH X OFF PEAK HOURS PER MONTH) OPEN INTEREST: 12,182
COMMITMENTS
0 0 0 11,684 10,804 11,684 10,804 498 1,378
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -104)
0 0 0 -74 -266 -74 -266 -30 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 95.9 88.7 95.9 88.7 4.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 23 19 23 19
PJM PEPCO OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A51
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 490,328
COMMITMENTS
4,080 19,200 12,240 474,008 458,888 490,328 490,328 0 0
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -49,256)
-11,760 -4,240 -3,280 -34,216 -41,736 -49,256 -49,256 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 3.9 2.5 96.7 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 13 5 15 7
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 97,787
COMMITMENTS
0 7,208 4,677 93,110 85,902 97,787 97,787 0 0
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -4,707)
-683 3 -463 -3,561 -4,247 -4,707 -4,707 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 4.8 95.2 87.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 1 14 11 15 14
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 1,620,448
COMMITMENTS
0 139,360 39,280 1581168 1441808 1620448 1620448 0 0
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -69,184)
0 752 -4,512 -64,672 -65,424 -69,184 -69,184 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.6 2.4 97.6 89.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 14 11 15 14
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 153,153
COMMITMENTS
9,481 86 5,546 138,126 146,466 153,153 152,098 0 1,055
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -12,642)
-1,998 -736 0 -10,644 -11,791 -12,642 -12,527 0 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.1 3.6 90.2 95.6 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 1 1 17 26 22 27
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(50 MEGAWATT HOURS) OPEN INTEREST: 2,241,923
COMMITMENTS
177,744 0 43,905 2020274 2198018 2241923 2241923 0 0
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -126,568)
2,256 0 -11,280 -117,544 -115,288 -126,568 -126,568 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 2.0 90.1 98.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 2 16 20 20 22
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 41,321
COMMITMENTS
38 3,510 42 41,093 37,084 41,173 40,636 148 685
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,109)
0 -345 0 -2,086 -1,938 -2,086 -2,283 -23 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 8.5 0.1 99.4 89.7 99.6 98.3 0.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 14 13 15 15
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(80 MEGAWATT HOURS) OPEN INTEREST: 40,492
COMMITMENTS
5,330 0 0 34,652 40,492 39,982 40,492 510 0
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,866)
-1,426 0 0 -440 -1,866 -1,866 -1,866 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 0.0 85.6 100.0 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 20 24 22 24
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(5 MEGAWATT HOURS) OPEN INTEREST: 727,238
COMMITMENTS
101,327 0 408 625,503 726,830 727,238 727,238 0 0
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -20,179)
-23,880 0 408 3,293 -20,587 -20,179 -20,179 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 0.0 0.1 86.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 18 21 20 22
MT BELVIEU PROPANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 22,069
COMMITMENTS
0 84 140 20,604 21,729 20,744 21,953 1,325 116
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,350)
0 0 0 1,335 1,390 1,335 1,390 15 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 0.6 93.4 98.5 94.0 99.5 6.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 1 1 32 36 33 38
MT BELVIEU NAT GASOLINE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,922
COMMITMENTS
230 0 0 8,473 8,729 8,703 8,729 219 193
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 151)
-20 0 0 26 187 6 187 145 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 95.0 97.8 97.5 97.8 2.5 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 0 21 20 22 20
MT BELVIEU ETHANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 18,273
COMMITMENTS
250 0 65 17,578 18,198 17,893 18,263 380 10
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 368)
-15 0 65 433 330 483 395 -115 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 0.0 0.4 96.2 99.6 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 17 17 19 18
MT BELVIEU NORMAL BUTANE SWAP - NEW YORK MERCANTILE EXCHANGE Code-066657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 14,628
COMMITMENTS
390 0 440 13,538 14,073 14,368 14,513 260 115
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -64)
-40 0 225 -230 -289 -45 -64 -19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.0 3.0 92.5 96.2 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 23 21 24 22
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,795,507
COMMITMENTS
228,294 114,221 980,862 1485028 1611274 2694184 2706357 101,322 89,149
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 112,951)
19,711 -16,956 73,259 8,626 47,060 101,597 103,363 11,354 9,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 4.1 35.1 53.1 57.6 96.4 96.8 3.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
138 82 172 87 101 307 286
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 105,388
COMMITMENTS
3,037 20,894 28,136 72,843 53,398 104,016 102,429 1,372 2,959
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -147)
-764 -680 832 -241 -216 -173 -65 25 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 19.8 26.7 69.1 50.7 98.7 97.2 1.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 6 11 15 19 28 30
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 204,987
COMMITMENTS
35,452 38,705 3,587 143,668 114,382 182,707 156,674 22,280 48,313
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -6,956)
-1,197 139 78 -2,919 -6,111 -4,038 -5,894 -2,918 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.9 1.7 70.1 55.8 89.1 76.4 10.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 5 6 27 27 34 35
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 214,117
COMMITMENTS
38,603 9,170 61,578 109,572 139,765 209,753 210,513 4,364 3,604
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 12,807)
2,925 -688 2,873 6,513 10,458 12,311 12,643 495 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 4.3 28.8 51.2 65.3 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 19 42 28 26 71 71
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 607,550
COMMITMENTS
38,476 17,710 82,379 466,091 486,769 586,946 586,858 20,604 20,693
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 257)
2,655 -105 -111 -3,776 -2,860 -1,232 -3,076 1,488 3,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.9 13.6 76.7 80.1 96.6 96.6 3.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 4 11 31 32 42 43
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 58,355
COMMITMENTS
1,245 700 2,720 54,235 54,780 58,200 58,200 155 155
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -9,008)
-945 100 690 -8,743 -9,788 -8,998 -8,998 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 1.2 4.7 92.9 93.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 5 6 40 44 47 52
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 178,765
COMMITMENTS
18,463 43,682 23,356 130,159 102,926 171,978 169,964 6,787 8,801
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,393)
649 398 783 2,009 2,295 3,441 3,476 -48 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 24.4 13.1 72.8 57.6 96.2 95.1 3.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 19 23 25 24 49 50
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 45,944
COMMITMENTS
12,569 3,475 3,727 25,829 36,668 42,125 43,870 3,819 2,074
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 789)
-64 350 -666 1,428 1,626 698 1,310 91 -521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.6 8.1 56.2 79.8 91.7 95.5 8.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 7 13 16 23 23
BRENT (ICE) CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765N
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 108,784
COMMITMENTS
10,435 1,330 7,013 58,456 77,719 75,904 86,062 32,880 22,722
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -4,516)
2,794 -540 -415 -6,047 -2,730 -3,668 -3,685 -848 -831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.2 6.4 53.7 71.4 69.8 79.1 30.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 21 20 25 23
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 42,357
COMMITMENTS
3,195 948 325 38,762 40,867 42,282 42,140 75 217
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -5,185)
-10 -210 -290 -4,870 -4,740 -5,170 -5,240 -15 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.2 0.8 91.5 96.5 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 1 28 32 30 36
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,778
COMMITMENTS
14,018 2,759 448 2,870 16,326 17,336 19,533 2,442 245
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,413)
1,023 47 144 46 1,432 1,213 1,623 200 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 13.9 2.3 14.5 82.5 87.7 98.8 12.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
81 12 7 17 29 104 45
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 23,272
COMMITMENTS
14,046 2,045 250 5,150 20,140 19,446 22,435 3,826 837
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 983)
1,213 -773 45 -450 1,954 808 1,226 175 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 8.8 1.1 22.1 86.5 83.6 96.4 16.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
56 11 1 10 27 66 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 263,329
COMMITMENTS
63,369 6,416 45,705 136,047 198,016 245,121 250,136 18,208 13,193
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 12,690)
4,105 1,458 6,678 736 7,641 11,519 15,777 1,171 -3,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 2.4 17.4 51.7 75.2 93.1 95.0 6.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
62 19 43 73 94 155 142
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 20,925
COMMITMENTS
1,329 0 250 13,866 16,155 15,445 16,405 5,480 4,520
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,488)
-201 -167 -43 -2,074 -2,204 -2,318 -2,414 -170 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 1.2 66.3 77.2 73.8 78.4 26.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 16 15 18
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,138
COMMITMENTS
1,954 0 150 6,901 8,738 9,005 8,888 133 250
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,610)
550 -100 -250 -1,943 -1,260 -1,643 -1,610 33 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 0.0 1.6 75.5 95.6 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 0 1 29 26 35 27
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 38,095
COMMITMENTS
2,975 0 0 34,429 38,093 37,404 38,093 691 2
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,814)
220 0 0 -2,950 -2,813 -2,730 -2,813 -84 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 0.0 0.0 90.4 100.0 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 0 0 34 29 37 29
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 19,382
COMMITMENTS
976 0 23 18,077 17,992 19,076 18,015 306 1,367
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,141)
-23 0 -8 -2,141 -2,086 -2,172 -2,094 31 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.0 0.1 93.3 92.8 98.4 92.9 1.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 22 15 24 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,256
COMMITMENTS
150 0 50 15,056 15,206 15,256 15,256 0 0
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,600)
0 -50 0 -2,600 -2,550 -2,600 -2,600 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.3 98.7 99.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 0 1 27 26 29 27
JET CIF NWE/GASOIL FUT - NEW YORK MERCANTILE EXCHANGE Code-86465D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 4,420
COMMITMENTS
298 283 9 3,007 3,439 3,314 3,731 1,106 689
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -415)
167 -104 0 -258 -195 -91 -299 -324 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 6.4 0.2 68.0 77.8 75.0 84.4 25.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 18 19 20 22
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,079
COMMITMENTS
145 0 0 14,027 14,409 14,172 14,409 907 670
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,754)
-50 0 0 -2,510 -2,879 -2,560 -2,879 -194 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 93.0 95.6 94.0 95.6 6.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 10 22 10
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,710
COMMITMENTS
2,369 952 98 18,708 20,432 21,175 21,482 535 228
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,546)
-123 -256 -16 -2,236 -2,283 -2,375 -2,555 -171 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.4 0.5 86.2 94.1 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 2 2 27 29 32 33
NAPTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,977
COMMITMENTS
45 90 0 9,818 9,735 9,863 9,825 114 152
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,500)
0 90 0 -1,436 -1,510 -1,436 -1,420 -64 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.9 0.0 98.4 97.6 98.9 98.5 1.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 27 19 28 20
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 59,326
COMMITMENTS
6,797 11 1,729 46,087 56,400 54,613 58,140 4,713 1,186
CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,741)
1,222 -25 -416 -3,125 -2,241 -2,319 -2,682 -422 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 2.9 77.7 95.1 92.1 98.0 7.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 1 3 32 38 38 41
Updated August 7, 2009